Help with excess return script

Optuma Forums Optuma Scripting Help with excess return script

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  • #61189
    Matthew
    • Topics: 9
    • Replies: 3
    • Posts: 12

    I am trying to do a scatter plot for sector factors:
    X Axis YTD excess returns relative to S&P 500
    Y Axis MTD excess return relative to S&P 500

    I am having trouble with the scripting.  If someone could help with one, I would be able to modify for the second.

    Any help would be much appreciated.

    #61245
    Mathew
    • Topics: 40
    • Replies: 1,965
    • Posts: 2,005

    Hi Matthew,

    The scatter plot does not work like that. It applies the same scripts to all securities which you open.

    I think what you are looking for is a Regression Chart, but you will have to use a script for the two codes to get it into terms of excess returns. That is not a simple thing to do and is a little beyond the type of support we can offer here. If it is something you really need, you can do a consultation with us and we’ll set something up optuma.com/consults.

    All the best

    Mathew

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